New unit root asymptotics in the presence of deterministic trends. (Q1867744)
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scientific article; zbMATH DE number 1891726
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| English | New unit root asymptotics in the presence of deterministic trends. |
scientific article; zbMATH DE number 1891726 |
Statements
New unit root asymptotics in the presence of deterministic trends. (English)
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2 April 2003
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Deterministic trends
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Divergent critical values
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Large \(K\) asymptotics
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Normal limit distribution
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Unit root distribution
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0.8539783954620361
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0.8503905534744263
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0.8481193780899048
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0.8327537178993225
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0.8121873736381531
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